+243.6%
UMC vs A
+373.2%
-129.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.3% |
| 7D | +5.0% | -1.9% | +6.9% | +6.0% |
| 30D | +7.7% | +6.9% | +0.8% | +3.3% |
| 3M | +1.7% | +9.2% | -7.6% | -4.1% |
| 6M | +113.9% | +25.7% | +88.2% | +84.3% |
| YTD | +168.9% | +11.5% | +157.4% | +146.1% |
| 1Y | +207.2% | +18.4% | +188.8% | +169.3% |
| 3Y | +227.7% | +26.6% | +201.1% | +164.0% |
| 5Y | +118.0% | -12.8% | +130.9% | +112.6% |
| 10Y | +1,682.1% | +247.2% | +1,434.9% | +644.0% |
| All | +243.6% | +373.2% | -129.6% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling